Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
4,510 documents
This document describes screening metaverse-related stocks using two auction and opening conditions: positive net buying attributed to large participants during the auction and a 9:25 price rise below 6%. The stated rationale is to focus on a thematic group,…
The proposed screen looks for stocks in the metaverse sector that appeared on the prior day’s public trading activity list and have a turnover rate between 3% and 12% on the current day. It frames the combination as a way to use market attention and…
This stock-selection note screens Chinese equities in the metaverse theme with circulating market capitalization above a stated threshold. It further applies a condition linking the prior day’s turnover rate with the ratio of today’s opening auction volume…
This Chinese-language post presents a stock-selection screen combining an RSI below 65 with price change multiplied by super-large-order net flow, followed by a ranking on large-order net flow. It frames RSI as a technical filter and order-flow measures as…
This Chinese-language post gives a rule-based screen for stocks in the metaverse theme. It selects names whose price change by 9:25 is below 6% and whose previous-day opening-auction turnover rate exceeds 0.26. The author frames auction turnover as a way to…
This stock-selection approach screens Chinese A-shares using three kinds of signals: RSI below 65, external volume divided by internal volume above 1.3, and large-order net volume above 0.05 over three consecutive days. The explanation interprets persistent…
The document outlines a Chinese equity screening rule that combines daily price range, recent turnover, opening-auction activity, and estimated large-order buying. It selects stocks with an amplitude above 1 and a product of yesterday’s turnover rate and…
This analysis uses estimated institutional Bitcoin ETF cost bases to map how drawdowns could push holdings underwater and potentially amplify selling. It presents scenarios from current prices through a 30% decline, arguing that stress rises nonlinearly…
The document outlines an equity screen combining a daily price-range condition, positive large-order net volume for at least three consecutive days, and a weekly price crossover above a 30-week moving average. The stated aim is to find stocks with buying…
This stock screen ranks shares by capital-flow strength, from strongest to weakest, and filters for a positive price-to-earnings ratio and a dividend payout ratio above 25% in 2019. The stated rationale is to combine evidence of investor inflows with…
The proposed screen selects main-board stocks using three conditions: daily amplitude above one, large-order net volume above 0.05 for at least three consecutive days, and outside volume more than 1.3 times inside volume. The document interprets amplitude…
This document outlines an A-share stock screen based on turnover between 3% and 12%, excluding Beijing-listed shares, then ranking candidates by a measure of individual-stock popularity or market heat. It presents the turnover range as a way to focus on…
This stock screen looks for shares with MACD above zero, ranks qualifying names by reported investor interest, and keeps stocks that appeared on the previous day’s trading leaderboard. It is intended to run after the market opens. The article presents the…
This Chinese equity screen combines three conditions: a positive but below 35% return over ten days, a prior-day 9:15 indicative auction price at the limit-down level, and a current increase in holdings share above 5%. The article interprets the holdings…
The document proposes an A-share screen using daily price amplitude above one percent, a share price of 18.5 yuan, and positive institutional movement. It presents the combination as a way to select volatile stocks at a chosen price level with favorable…
This document outlines a daily stock screen for Chinese A-shares. It selects stocks whose MACD is above zero, ranks qualifying names by market attention from highest to lowest, and requires positive net buying by major participants during the opening…
The article defines altcoins broadly as cryptocurrencies other than Bitcoin and groups many of them into four categories: utility tokens, security tokens, non-fungible tokens, and stablecoins. Utility tokens can provide access to network services or…
The article explains open interest as the number of derivatives contracts that remain open and presents it as a measure of participation in crypto futures markets. It recommends reading changes in OI alongside price: rising OI with rising prices may support…
This proposed A-share screen combines RSI below 65 with three consecutive sessions closing below their opens, plus positive large-order buying indicators and a stated threshold for aggregate exceptional-order buying. The article interprets RSI as a measure…
This stock-screening idea combines three conditions: an amplitude threshold, a rounded price pattern over recent sessions, and net inflow from large orders in the afternoon. The post presents the combination as a way to find relatively orderly stocks with…
The report asks whether exposure to macroeconomic policy uncertainty is priced in Chinese A-shares. It describes a news-based economic policy uncertainty index and estimates each stock’s EPU beta through time-series regression. Stocks are sorted into five…
This Chinese stock-screening post describes selecting shares with an RSI below 65, bid-side volume greater than ask-side volume, and a concentration measure below 20%. The author presents the combination as a short-term screen using a momentum indicator,…
This Chinese A-share screening idea starts with metaverse stocks and ranks candidates by popularity. Its initial filter selects stocks with prior-day turnover above 8%; the proposed refinement adds return on equity above 10% and a 20-day average turnover…
This presentation transcript surveys quantitative trading practices described for overseas markets. It explains how nontraditional inputs such as news sentiment, ESG reports, satellite imagery, and weather can be converted into structured signals, while…